Quant Fund Recruiting Experienced Statistical Arbitrage Researcher / Hybrid Location
Core
Design and implement statistical arbitrage and systematic trading strategies for global markets, leveraging large-scale data analysis and predictive modeling.
Role type
Senior IC quantitative researcher (statistical arbitrage)
Builds
Intraday and systematic trading strategies for equities, currencies, commodities, and fixed income
Domain
Quantitative finance / Statistical arbitrage
Deliverable
production ML models
Required skills
Statistical arbitrage, time-series analysis, Python, C++, machine learning, back-testing, risk management
Preferred skills
High-frequency trading, market-making, applied mathematics, physics
Technologies
Python, C++, machine learning frameworks
Responsibilities
Partner with research team to uncover trading opportunities; Analyze large-scale market data and time-series datasets; Develop, test, and validate predictive models; Coordinate with technology teams to integrate models with trading infrastructure; Apply risk management principles to optimize strategies
Seniority
Senior, hands-on IC